+343.3%
SPGI vs CLF
+74.2%
+269.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | +1.2% | +10.4% | -9.1% | +0.1% |
| 30D | +15.9% | +0.6% | +15.4% | +15.3% |
| 3M | +12.3% | +4.1% | +8.2% | +10.9% |
| 6M | +23.7% | +15.1% | +8.6% | +19.7% |
| YTD | -3.5% | -4.7% | +1.2% | -5.6% |
| 1Y | +0.4% | +20.4% | -19.9% | -4.7% |
| 3Y | +29.9% | -23.4% | +53.3% | +24.3% |
| 5Y | +15.2% | -43.3% | +58.5% | +11.4% |
| All | +343.3% | +74.2% | +269.2% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling